-74.0%
NKE vs EXPD
+60.9%
-134.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.1% |
| 7D | -0.1% | -0.9% | +0.9% | +0.4% |
| 30D | -7.7% | +4.1% | -11.7% | -9.5% |
| 3M | -10.9% | +13.8% | -24.7% | -16.7% |
| 6M | -31.9% | +27.3% | -59.1% | -40.1% |
| YTD | -38.6% | +25.4% | -64.1% | -46.3% |
| 1Y | -46.9% | +54.4% | -101.3% | -59.1% |
| 3Y | -58.2% | +67.9% | -126.1% | -69.8% |
| 5Y | -74.0% | +59.2% | -133.2% | -82.0% |
| All | -74.0% | +60.9% | -134.9% | -82.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded EXPD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling